Package: ycevo
Type: Package
Title: Nonparametric Estimation of the Yield Curve Evolution
Version: 0.1.2
Authors@R: 
    c(person(given = "Bonsoo",
             family = "Koo",
             role = c("aut"),
             email = "Bonsoo.Koo@monash.edu"),
      person(given = "Nathaniel",
             family = "Tomasetti",
             role = "aut",
             email = "nathaniel.tomasetti@gmail.com"),
      person(given = "Kai-Yang",
             family = "Goh",
             role = "aut",
             email = "kai-yang.goh@monash.edu"),
      person(given = "Yangzhuoran Fin",
             family = "Yang",
             role = c("aut", "cre"),
             email = "yangyangzhuoran@gmail.com",
             comment = c(ORCID = "0000-0002-1232-8017")))
Maintainer: Yangzhuoran Fin Yang <yangyangzhuoran@gmail.com>
Description: Nonparametric estimation of the discount rate and yield curve. 
    Koo, B., La Vecchia, D., & Linton, O. B. (2021) <doi:10.1016/j.jeconom.2020.04.014> 
    describe the application with the Center for Research in Security Prices (CRSP) Bond Data 
    and document the methods of this package.
URL: https://github.com/bonsook/ycevo
BugReports: https://github.com/bonsook/ycevo/issues
License: GPL-3
Depends: R (>= 3.5.0)
Encoding: UTF-8
LazyData: true
Imports: dplyr, magrittr, Matrix, Rcpp (>= 0.12.18), rlang, stats
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.2
Suggests: testthat (>= 3.0.0), knitr, plotly, rmarkdown, tidyverse
Language: en-AU
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2022-06-28 08:02:34 UTC; yangy
Author: Bonsoo Koo [aut],
  Nathaniel Tomasetti [aut],
  Kai-Yang Goh [aut],
  Yangzhuoran Fin Yang [aut, cre]
    (<https://orcid.org/0000-0002-1232-8017>)
Repository: CRAN
Date/Publication: 2022-06-28 08:20:02 UTC
Built: R 4.1.1; aarch64-apple-darwin20; 2022-07-01 03:01:04 UTC; unix
Archs: ycevo.so.dSYM
